Losing stairs in other meshes when joining objects
They shouldn't join meshes. One object can have multiple parts. Are you in cycles or render mode? I think your problem is most likely an unapplied subdivision modifier on one object and when you join the others this affects them. To fix this apply your modifiers before you join. 
Hope this has helped.

Just a note for next time: please post either the .blend file or screenshots of the problem. That makes it a lot easier to see what's wrong.